Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48347.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44286.14 Kr¶

PnL: ---------------------------------------> -769.86 Kr¶

DD now: ---------------------------------> -8.985 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:25:25.154138'

Anic Portfolio¶

Today¶

Return: 0.071 %¶

This Week¶

Return: -1.938 %¶

Total portfolio value¶

Return including deposits: 58.278 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.310000 1623.420000 154.420000 10.510000 1468.999998
Hexatronic Group 12 6.040000 1057.440000 90.440000 9.350000 966.999996
Hoist Finance 35 0.000000 1013.250000 33.250000 3.390000 980.000000
OX2 13 -0.330000 968.500000 18.500000 1.950000 949.999999
VEF 909 1.990000 1867.090000 17.090000 0.920000 1850.000436
Clas Ohlson B 12 6.250000 990.000000 17.000000 1.750000 972.999996
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 1.960000 934.200000 6.200000 0.670000 927.999999
Sagax B 4 0.420000 859.200000 5.200000 0.610000 854.000000
HEXPOL B 9 1.520000 1024.200000 3.200000 0.310000 1020.999996
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.310000 861.000000 -3.000000 -0.350000 864.000000
Bilia A 8 1.550000 892.000000 -8.000000 -0.890000 900.000000
Catena 2 -1.910000 782.000000 -10.000000 -1.260000 792.000000
AcadeMedia 8 -2.120000 391.520000 -10.480000 -2.610000 402.000000
Byggmax Group 33 2.440000 943.140000 -12.860000 -1.350000 956.000001
Atrium Ljungberg B 5 -4.920000 917.500000 -17.500000 -1.870000 935.000000
Biotage 7 -1.200000 918.400000 -22.600000 -2.400000 940.999997
Addnode Group B 11 2.130000 897.600000 -23.400000 -2.540000 921.000003
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.360000 750.300000 -28.700000 -3.680000 779.000001
SKF B 5 1.030000 909.500000 -30.500000 -3.240000 940.000000
EQT 4 0.780000 799.400000 -32.600000 -3.920000 832.000000
Alimak Group 11 1.120000 893.200000 -34.800000 -3.750000 927.999996
Nordic Waterproofing Holding 7 -0.600000 928.200000 -38.800000 -4.010000 966.999999
Latour B 4 0.840000 812.800000 -44.200000 -5.160000 857.000000
Vitec Software Group B 2 1.970000 1037.000000 -50.000000 -4.600000 1087.000000
Platzer Fastigheter Holding B 12 -0.260000 906.000000 -55.000000 -5.720000 960.999996
Bufab 3 1.390000 1049.400000 -59.600000 -5.370000 1109.000001
Indutrade 5 0.090000 1154.000000 -64.000000 -5.250000 1218.000000
Orrön Energy 180 1.200000 1975.500000 -67.500000 -3.300000 2043.000000
Sedana Medical 93 0.000000 2395.680000 -125.320000 -4.970000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44286.140000 -769.860000 -8.98452% 45056.000411

Updated:¶

'2023-07-07 11:25:43.346448'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶